Problems with rigid body rope
I tried that tutorial now, but in the tut it uses softbodies, not rigidbodies! I didn't "apply bevel"  or convert the rope to mesh, and it works well to me. That said:


I dont' get the wider side, during simulation, there must be something that you did differently, perhaps? 
If you want to avoid that, you can try to just increase the "outer" softbody collision to the cylinder, I get good results with around 0.05 (default was 0.02 and with that I could "see" the rope inside the cylinder).